Generally, you have to have software already installed on the machine. The software will send a message to a server to indicate the machines location. Problem is when someone steals your machine they don't have your password and they wipe your OS and all of its software and reinstall. For the most part only something in the BIOS would work and that would be have to be tracked by the OEM (not very likely). People had a little fit when Intel proposed putting a serial number in the CPU. that leaves your OEM serial number as the only thing that might help to identify the machine if it is ever recovered.